+40.5%
CSCO vs FCX
+47.1%
-6.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | +6.6% | +4.4% | +2.2% | +5.4% |
| 30D | -11.3% | -16.3% | +5.0% | -7.5% |
| 3M | -17.3% | -12.5% | -4.9% | -14.8% |
| 6M | +3.5% | -8.0% | +11.6% | +5.2% |
| YTD | +34.9% | +20.1% | +14.8% | +33.4% |
| 1Y | +40.5% | +45.9% | -5.4% | +37.7% |
| All | +40.5% | +47.1% | -6.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FCX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling